Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations

DOI10.1214/15-AOS1365MaRDI QIDQ892257zbMATH OpenFDO

Authors Wei-Liem Loh

Publication date 18 November 2015

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.08699, https://projecteuclid.org/euclid.aos/1444222092

zbMATH Keywords

Gaussian random fieldirregularly spaced datahigher-order quadratic variationsmoothness estimationMatérn covariance

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Abstract: This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of the corresponding fixed-domain asymptotic theory. In particular, we consider: (i) higher-order quadratic variations using nonequispaced line transect data, (ii) second-order quadratic variations from a sample of Gaussian random field observations taken along a smooth curve in ${mathbbR}^2$, (iii) second-order quadratic variations based on deformed lattice data on ${mathbbR}^2$. Smoothness estimators are proposed that are strongly consistent under mild assumptions. Simulations indicate that these estimators perform well for moderate sample sizes.

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Cited in

(20)

• Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
• Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
• Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
• Estimation of smoothness of a stationary Gaussian random field
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• Local scaling limits of Lévy driven fractional random fields
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
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• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
• On the consistent separation of scale and variance for Gaussian random fields
• Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding
• Hurst function estimation
• On information about covariance parameters in Gaussian Matérn random fields
• Asymptotically equivalent prediction in multivariate geostatistics

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